+176.9%
XLE vs BSX
+84.4%
+92.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | +1.1% |
| 7D | +0.5% | -8.2% | +8.7% | +3.8% |
| 30D | +6.6% | -15.8% | +22.4% | +13.7% |
| 3M | +12.3% | -10.8% | +23.1% | +16.6% |
| 6M | +18.4% | -38.4% | +56.8% | +41.8% |
| YTD | +47.2% | -54.8% | +102.0% | +99.6% |
| 1Y | +50.3% | -59.0% | +109.3% | +113.0% |
| 3Y | +55.3% | -20.0% | +75.3% | +53.6% |
| 5Y | +226.0% | -3.1% | +229.0% | +181.9% |
| All | +176.9% | +84.4% | +92.5% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling